Narrow search
Showing 1 - 10 of 103,499
Cover Image
Do liquidity limits amplify money market fund redemptions during the COVID crisis?
Dunne, Peter G.; Giuliana, Raffaele - 2021
Regulation of Money Market Funds (MMFs) in the EU requires some categories of MMFs to consider applying liquidity … management tools if they breach a minimum 'weekly' liquidity requirement. Anticipation of the application of such tools is a … liquidity thresholds explains differences in redemptions both at the start of the COVID-19 crisis and in the following months …
Persistent link: https://www.econbiz.de/10012670037
Cover Image
Wholesale funding runs, global banks' supply of liquidity insurance, and corporate investment
Correa, Ricardo; Sapriza, Horacio; Zlate, Andrei - In: Journal of international economics 133 (2021), pp. 1-28
Persistent link: https://www.econbiz.de/10013546151
Cover Image
Funding liquidity and market liquidity : the broker-dealer perspective
Macchiavelli, Marco; Zhou, Xing - In: Management science : journal of the Institute for … 68 (2022) 5, pp. 3379-3398
Persistent link: https://www.econbiz.de/10013368659
Cover Image
Investment funds and financial stability : policy considerations
Garcia Pascual, Antonio (ed.); Singh, Ranjit A. (ed.);  … - 2021
The paper's analysis underscores the importance of the ongoing Financial Stability Board-led process of identifying policy options, involving national authorities and the International Organization of Securities Commissions and other standard setters. In this context, the global nature of the...
Persistent link: https://www.econbiz.de/10013336244
Cover Image
The price of liquidity : CD rates charged by money market funds
Whitledge, Matthew D.; Winters, Drew B. - In: Journal of banking & finance 54 (2015), pp. 104-114
Persistent link: https://www.econbiz.de/10011377794
Cover Image
How effective were the Federal Reserve emergency liquidity facilities? : evidence from the asset-backed commercial paper money market mutual fund liquidity facility
Duygan-Bump, Burcu; Parkinson, Patrick M.; Rosengren, … - In: The journal of finance : the journal of the American … 68 (2013) 2, pp. 715-737
Persistent link: https://www.econbiz.de/10009730835
Cover Image
How Effective Were the Federal Reserve Emergency Liquidity Facilities? Evidence from the Asset-Backed Commercial Paper Money Market Mutual Fund Liquidity Facility
Duygan-Bump, Burcu - 2012
vulnerabilities of short-term credit markets and the role of central banks as back-stop liquidity providers to financial markets. The … Federal Reserve's response to financial disruptions in the United States importantly included creating liquidity facilities … interventions — the Asset-Backed Commercial Paper Money Market Mutual Fund Liquidity Facility. Our findings indicate that this …
Persistent link: https://www.econbiz.de/10013116163
Cover Image
United States: Commercial Paper Funding Facility II
Engbith, Lily S. - In: The journal of financial crises 4 (2022) 2, pp. 1824-1844
Persistent link: https://www.econbiz.de/10013448980
Cover Image
Untangling the Money Market Fund Problem : A Public-Private Liquidity Fund Proposal
Lim, Jonathan W. - 2014
. Given these constraints, this paper concludes with a unique proposal for a Public-Private Liquidity Fund (PPLF) as an …
Persistent link: https://www.econbiz.de/10013063738
Cover Image
Runs and flights to safety : are stablecoins the new money market funds?
Anadu, Kenechukwu; Azar, Pablo D.; Cipriani, Marco; … - 2023
Stablecoins and money market funds both seek to provide investors with safe, money-like assets but are vulnerable to runs in times of stress. In this paper, we investigate similarities and differences between the two, comparing investor behavior during the stablecoin runs of 2022 and 2023 to...
Persistent link: https://www.econbiz.de/10014391283